+245.0%
GOOG vs IONQ
+177.4%
+67.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.4% | +11.0% | +2.6% |
| 7D | +4.8% | +16.8% | -11.9% | +2.8% |
| 30D | -15.5% | -11.1% | -4.4% | -15.0% |
| 3M | -13.7% | -31.7% | +18.0% | -11.1% |
| 6M | -23.0% | -44.8% | +21.8% | -19.8% |
| YTD | -5.7% | -31.2% | +25.5% | -5.8% |
| 1Y | +3.0% | -39.1% | +42.2% | +3.7% |
| 3Y | +122.4% | +189.5% | -67.1% | +62.8% |
| 5Y | +99.2% | +53.2% | +46.1% | +33.7% |
| All | +245.0% | +177.4% | +67.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling